How to make an object's texture conjoin when exported to Photoshop?
To physically merge the cubes into one solid mesh:


Join the cubes into on object by selecting them all and pressing CtrlJ
Switch into edit mode (Tab), and remove doubles (A to select all and then W> Remove doubles)
You may need to remove internal faces too. Select internal faces by pressing Internal faces in 3D view > Header > Select, then delete them with Delete> Faces.